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Nonlinearity in the Fed's Monetary Policy Rule
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Cited by:
- Aguiar-Conraria, Luis & Martins, Manuel M.F. & Soares, Maria Joana, 2018.
"Estimating the Taylor rule in the time-frequency domain,"
Journal of Macroeconomics, Elsevier, vol. 57(C), pages 122-137.
- Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2016. "Estimating the Taylor Rule in the Time-Frequency Domain," CEF.UP Working Papers 1404, Universidade do Porto, Faculdade de Economia do Porto.
- Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2018. "Estimating the Taylor Rule in the Time-Frequency Domain," NIPE Working Papers 04/2018, NIPE - Universidade do Minho.
- Boldea, Otilia & Hall, Alastair R., 2013.
"Estimation and inference in unstable nonlinear least squares models,"
Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
- Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
- Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
- Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
- Thanaset Chevapatrakul & Tae‐Hwan Kim & Paul Mizen, 2009.
"The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1705-1723, December.
- Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen, 2009. "The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1705-1723, December.
- Paolo Surico, 2002.
"Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences,"
Macroeconomics
0210002, University Library of Munich, Germany, revised 23 Feb 2004.
- Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Computing in Economics and Finance 2004 108, Society for Computational Economics.
- Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Econometric Society 2004 Latin American Meetings 8, Econometric Society.
- Paul Mizen & Tae-Hwan Kim & Alan Thanaset, 2007.
"Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan,"
Discussion Papers
07/05, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Paul Mizen & Tae-Hwan Kim & Alan Thanaset, 2007. "Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan," Money Macro and Finance (MMF) Research Group Conference 2006 51, Money Macro and Finance Research Group.
- Stan Hurn & Ralf Becker, 2009.
"Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity,"
Economic Analysis and Policy, Elsevier, vol. 39(2), pages 311-326, September.
- Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society.
- Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology.
- Dong Kim, 2012.
"What is an oil shock? Panel data evidence,"
Empirical Economics, Springer, vol. 43(1), pages 121-143, August.
- Dong Heon Kim, 2010. "What is an oil shock? Panel data evidence," Discussion Paper Series 1007, Institute of Economic Research, Korea University.
- Nicolas Million, 2010.
"Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d’intérêt réel américain,"
Économie et Prévision, Programme National Persée, vol. 192(1), pages 83-95.
- Nicolas Million, 2010. "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d'intérêt réel américain," Economie & Prévision, La Documentation Française, vol. 0(1), pages 83-95.
- Million, N., 2008. "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain," Working papers 201, Banque de France.
- Efrem Castelnuovo, 2006.
"Describing The Fed’S Conduct With Taylor Rules: Is Interest Rate Smoothing Important?,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 57-77, August.
- Castelnuovo, Efrem, 2003. "Describing the Fed's conduct with Taylor rules: is interest rate smoothing important?," Working Paper Series 232, European Central Bank.
- Jahyun Koo & Ivan Paya & David A. Peel, 2010. "Further empirical evidence of nonlinearity in the us monetary policy rule," Economics Bulletin, AccessEcon, vol. 30(3), pages 2464-2477.
- Cinzia Alcidi & Alessandro Flamini & Andrea Fracasso, 2011. "Policy Regime Changes, Judgment and Taylor rules in the Greenspan Era," Economica, London School of Economics and Political Science, vol. 78(309), pages 89-107, January.
- Doyle, Matthew & Falk, Barry, 2010.
"Do asymmetric central bank preferences help explain observed inflation outcomes?,"
Journal of Macroeconomics, Elsevier, vol. 32(2), pages 527-540, June.
- Doyle, Matthew & Falk, Barry L., 2006. "Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?," Staff General Research Papers Archive 12501, Iowa State University, Department of Economics.
- Matthew Doyle & Barry Falk, 2009. "Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?," Working Papers 0902, University of Waterloo, Department of Economics, revised Feb 2009.
- Holmes, Mark J. & Maghrebi, Nabil, 2006. "Are international real interest rate linkages characterized by asymmetric adjustments?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 384-396, October.
- Tae-Hwan Kima & Paul Mizena, 2007. "Estimating Monetary Reaction Functions at Near Zero Interest Rates: An Example Using Japanese Data," Discussion Papers 07/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- de Mello Luiz & Moccero Diego & Mogliani Matteo, 2013.
"Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 141-165, April.
- Luiz de Mello & Diego Moccero & Matteo Mogliani, 2009. "Do Latin American Central Bankers Behave Non-Linearly?: The Experiences of Brazil, Chile, Colombia and Mexico," OECD Economics Department Working Papers 679, OECD Publishing.
- Mouratidis, Kostas, 2008. "Evaluating currency crises: A Bayesian Markov switching approach," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1688-1711, December.
- Simone Casellina & Mariacristina Uberti, 2008. "Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 183-198, September.
- de Sá, Rodrigo & Savino Portugal, Marcelo, 2015. "Central bank and asymmetric preferences: An application of sieve estimators to the U.S. and Brazil," MPRA Paper 72746, University Library of Munich, Germany.
- Dimitris K. Christopoulos & Miguel A. León-Ledesma, 2008.
"Testing for Granger (non-)causality in a time-varying coefficient VAR model,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 293-303.
- Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008. "Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model," Studies in Economics 0802, School of Economics, University of Kent.
- Zhu, Yanli & Chen, Haiqiang, 2017. "The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 522-535.
- Luís Francisco Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2014. "Analyzing the Taylor Rule with Wavelet Lenses," NIPE Working Papers 18/2014, NIPE - Universidade do Minho.
- Hasanov, Mübariz & Omay, Tolga, 2008. "Monetary policy rules in practice: Re-examining the case of Turkey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(16), pages 4309-4318.
- Thanassis Kazanas & Apostolis Philippopoulos & Elias Tzavalis, 2011. "Monetary Policy Rules And Business Cycle Conditions," Manchester School, University of Manchester, vol. 79(s2), pages 73-97, September.
- Huang, Ho-Chuan River, 2004. "A flexible nonlinear inference to the Kuznets hypothesis," Economics Letters, Elsevier, vol. 84(2), pages 289-296, August.
- Alvaro Aguiar & Manuel Martins, 2008.
"Testing for asymmetries in the preferences of the euro-area monetary policymaker,"
Applied Economics, Taylor & Francis Journals, vol. 40(13), pages 1651-1667.
- Alvaro Aguiar & Manuel M. F. Martins, 2005. "Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker," FEP Working Papers 182, Universidade do Porto, Faculdade de Economia do Porto.
- Manuel M F Martins & Alvaro Aguiar, 2005. "Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker," Money Macro and Finance (MMF) Research Group Conference 2005 41, Money Macro and Finance Research Group.
- Salgado, Maria José S. & Garcia, Márcio G. P. & Medeiros, Marcelo C., 2005.
"Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 59(1), January.
- Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros, 2001. "Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function," Textos para discussão 444, Department of Economics PUC-Rio (Brazil).
- Neuenkirch, Matthias & Tillmann, Peter, 2014.
"Inflation targeting, credibility, and non-linear Taylor rules,"
Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
- Matthias Neuenkirch & Peter Tillmann, 2012. "Inflation Targeting, Credibility, and Non-Linear Taylor Rules," MAGKS Papers on Economics 201235, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Siemroth, Christoph, 2019. "The informational content of prices when policy makers react to financial markets," Journal of Economic Theory, Elsevier, vol. 179(C), pages 240-274.
- Virginie Boinet & Christopher Martin, 2008.
"Targets, zones, and asymmetries: a flexible nonlinear model of recent UK monetary policy,"
Oxford Economic Papers, Oxford University Press, vol. 60(3), pages 423-439, July.
- Virginie Boinet & Christopher Martin, 2005. "Targets, Zones and Asymmetries:A Flexible Nonlinear Model of Recent UK Monetary Policy," Economics and Finance Discussion Papers 05-21, Economics and Finance Section, School of Social Sciences, Brunel University.
- Petra Gerlach-Kristen, 2009.
"Outsiders at the Bank of England's MPC,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1099-1115, September.
- Petra Gerlach‐Kristen, 2009. "Outsiders at the Bank of England's MPC," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1099-1115, September.
- Mehtap Kesriyeli & Denise R. Osborn & Marianne Sensier, 2006.
"Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany,"
Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 283-310,
Emerald Group Publishing Limited.
- M Kesriyeli & D R Osborn & M Sensier, 2004. "Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany," Centre for Growth and Business Cycle Research Discussion Paper Series 44, Economics, The University of Manchester.
- Mehtap Kesriyeli & Denise R. Osborn & Marianne Sensier, 2004. "Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany," Working Papers 0414, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Dimitris K. Christopoulos & Miguel A. León‐Ledesma, 2007.
"A Long‐Run Non‐Linear Approach to the Fisher Effect,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 543-559, March.
- Dimitris K. Christopoulos & Miguel A. Le√N-Ledesma, 2007. "A Long-Run Non-Linear Approach to the Fisher Effect," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 543-559, March.
- D. A. Peel & I. Paya & I. Venetis, 2004. "Estimates of US monetary policy rules with allowance for changes in the output gap," Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 601-605.
- Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005.
"Nonlinearity in the Fed's monetary policy rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 621-639.
- D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Centre for Growth and Business Cycle Research Discussion Paper Series 18, Economics, The University of Manchester.
- Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003. "Nonlinearity in the Fed's Monetary Policy Rule," Royal Economic Society Annual Conference 2003 121, Royal Economic Society.
- D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Economics Discussion Paper Series 0205, Economics, The University of Manchester.
- Pablo Gonzalez & Mauricio Tejada, 2006.
"No linealidades en la regla de política monetaria del Banco Central de Chile: una evidencia empírica,"
Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 21(1), pages 81-115, July.
- Pablo Gonzalez & Mauricio Tejada, 2006. "No Linealidades en la Regla de Política Monetaria del Banco Central de Chile: Una Evidencia Empírica," ILADES-UAH Working Papers inv173, Universidad Alberto Hurtado/School of Economics and Business.
- Dong Heon Kim, 2004.
"Nonlinearity in the Term Structure,"
Econometric Society 2004 Far Eastern Meetings
440, Econometric Society.
- Dong Heon Kim, 2005. "Nonlinearity in the Term Structure," Economics Discussion Paper Series 0528, Economics, The University of Manchester.
- Helle Bunzel & Walter Enders, 2010.
"The Taylor Rule and “Opportunistic” Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 931-949, August.
- Helle Bunzel & Walter Enders, 2010. "The Taylor Rule and "Opportunistic" Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 931-949, August.
- Bunzel, Helle & Enders, Walter, 2005. "The Taylor Rule and 'Opportunistic' Monetary Policy," Staff General Research Papers Archive 12301, Iowa State University, Department of Economics.
- Helle Bunzel & Walter Enders, 2009. "The Taylor Rule and “Opportunistic” Monetary Policy," CREATES Research Papers 2010-04, Department of Economics and Business Economics, Aarhus University.
- Gnabo, Jean-Yves & Moccero, Diego Nicolas, 2015. "Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 281-294.
- Saad Ahmad, 2020. "Identifying a robust policy rule for the Fed's response to financial stress," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 565-578, October.
- Nicolas Million, 2006.
"Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain,"
Cahiers de la Maison des Sciences Economiques
v06067, Université Panthéon-Sorbonne (Paris 1).
- Nicolas Million, 2006. "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00119051, HAL.
- Tobal Martín & Yslas Renato, 2016. "Two Models of FX Market Interventions: The Cases of Brazil and Mexico," Working Papers 2016-14, Banco de México.
- René Lalonde & Nicolas Parent, 2006. "The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States," Staff Working Papers 06-11, Bank of Canada.
- Efrem Castelnuovo, 2004. "Describing the Fed's conduct with simple Taylor rules: is interest rate smoothing important?," Money Macro and Finance (MMF) Research Group Conference 2003 12, Money Macro and Finance Research Group.
- Hurn Stan & Johnson Nicholas & Silvennoinen Annastiina & Teräsvirta Timo, 2022.
"Transition from the Taylor rule to the zero lower bound,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(5), pages 635-647, December.
- Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta, 2018. "Transition from the Taylor rule to the zero lower bound," CREATES Research Papers 2018-31, Department of Economics and Business Economics, Aarhus University.
- Million, Nicolas, 2004. "Central Bank's interventions and the Fisher hypothesis: a threshold cointegration investigation," Economic Modelling, Elsevier, vol. 21(6), pages 1051-1064, December.
- Ahmad, Saad, 2016. "A multiple threshold analysis of the Fed's balancing act during the Great Moderation," Economic Modelling, Elsevier, vol. 55(C), pages 343-358.
- Hayat, Aziz & Mishra, Sagarika, 2010. "Federal reserve monetary policy and the non-linearity of the Taylor rule," Economic Modelling, Elsevier, vol. 27(5), pages 1292-1301, September.
- Thanabalasingam Vinayagathasan, 2014. "Monetary policy and the real economy: A structural VAR approach for Sri Lanka," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 4(1), pages 41-64, January.
- Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (new title: The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences)," CESifo Working Paper Series 1280, CESifo.
- Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research.
- Dong-Hyeon Kim & Shu-Chin Lin & Joyce Hsieh & Yu-Bo Suen, 2018. "The Fisher Equation: A Nonlinear Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 162-180, January.
- Thanassis Kazanas & Elias Tzavalis, 2011. "Unveiling the monetary policy rule in euro area," Working Papers 130, Bank of Greece.
- Capraro Rodríguez Santiago & Perrotini Hernández Ignacio, 2012. "Intervenciones cambiarias esterilizadas, teoría y evidencia:el caso de México," Contaduría y Administración, Accounting and Management, vol. 57(2), pages 11-44, abril-jun.
- Seip, Knut L. & McNown, Robert, 2013. "Monetary policy and stability during six periods in US economic history: 1959–2008: a novel, nonlinear monetary policy rule," Journal of Policy Modeling, Elsevier, vol. 35(2), pages 307-325.
- de Sá, Rodrigo & Portugal, Marcelo S., 2015. "Central bank and asymmetric preferences: An application of sieve estimators to the U.S. and Brazil," Economic Modelling, Elsevier, vol. 51(C), pages 72-83.
- Klose, Jens, 2011. "Asymmetric Taylor reaction functions of the ECB: An approach depending on the state of the economy," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 149-163, August.
- Komlan, Fiodendji, 2013. "The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada," Economic Modelling, Elsevier, vol. 30(C), pages 911-923.